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Banking Crises and Crisis Dating : Theory and Evidence

Author/Editor: Elena Loukoianova, Gianni De Nicolo, John H. Boyd.

Release Date:July, 2009

Many empirical studies of banking crises have employed banking crisis (BC) indicators constructedusing primarily information on government actions undertaken in response to bank distress. more...



Price: $18.00
Analysis of the Efficiency and Profitability of the Japanese Banking System

Author/Editor: Elena Loukoianova.

Release Date:March, 2008

The paper analyzes the efficiency and profitability of Japanese banks from 2000-06. It uses a non-parametric approach, the data envelopment analysis (DEA) to analyze banks' cost and revenue more...



Price: $18.00
A Risk-Based Debt Sustainability Framework : Incorporating Balance Sheets and Uncertainty

Author/Editor: Dale F Gray, Elena Loukoianova, Samuel W Malone, Cheng Hoon Lim.

Release Date:February, 2008

This paper proposes a new framework for the analysis of public sector debt sustainability. The framework uses concepts and methods from modern practice of contingent claims to develop a quantitative more...



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Bank Ownership, Market Structure and Risk

Author/Editor: Gianni De Nicolo, Elena Loukoianova.

Release Date:September, 2007

This paper presents a model of a banking industry with heterogeneous banks that delivers predictions on the relationship between banks' risk of failure, market structure, bank ownership, and banks' more...



Price: $18.00
Estimation of a Behavioral Equilibrium Exchange Rate Model for Ghana

Author/Editor: Elena Loukoianova, Plamen Iossifov.

Release Date:July, 2007

The paper estimates a behavioral equilibrium exchange rate model for Ghana. Regression results show that most of the REER's long-run behavior can be explained by real GDP growth, real interest rate more...



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Pricing and Hedging of Contingent Credit Lines

Author/Editor: Elena Loukoianova, Salih N Neftci, Sunil Sharma.

Release Date:January, 2006

Contingent credit lines (CCLs) are widely used in bank lending and also play an important role in the functioning of short-term capital markets. Yet, their pricing and hedging has not received much more...



Price: $15.00
Analysis of Recent Growth in Low-Income CIS Countries

Author/Editor: Elena Loukoianova, Anna Unigovskaya.

Release Date:August, 2004

This paper analyzes factors that determine recent economic growth in the low-income countries of the Commonwealth of Independent States.2 The main findings are as follows: (1) productivity gains in more...



Price: $15.00
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